Brit Marling, the actress from the OA, starred in and I think wrote & directed Another Earth & The Sound of My Voice, films on Prime.

I love, love, love The Leftovers, which has a similar disturbing - magical-realist vibe (with a serious lack of answers). It's where I got my NN. It's not on Prime or Netflix but it's seriously worth a watch! S1 + 2 out now. Very divisive but I love it.